You must stop just after the main to load the debugging symbols of the shared library. After that, you can debug normally.
One can go as far as creating a gdb macro, to stop right after the part was loaded. For kword, by example, I use:

Por que minha conexão entre sinal e slot não está funcionando?

1) Verify that the connect() doesn't print a warning to the console at runtime.

If it does, check that you wrote Q_OBJECT, that the parameter names are not in the connect, that the parameter types are compatible, and that the slot is defined, and that the moc was compiled.

1b) Or you can just check to see what connect() returns as a bool. Although this won't give you the error message.
2) Verify that the signal is indeed emitted
3) Verify that the receiver isn't already deleted at that time
4) Verify that emitter->signalsBlocked() returns false

KDE 4 specific

Is there a preferred way to print debug output on stderr?

Sim, utilize kDebug():

#include <kdebug.h>kDebug()<<"KMyApp just started";

The syntax is much like cout, you can use many native types between the "<<". This will print out a debugging message, which will automatically be turned off at release time (by --disable-debug). In case you want the message to still be there during releases, because it's a warning or an error, use kWarning() or kError().

Components and libraries are advised to use a debug area number, as in kDebug(1234). For this, the number must be registered in kdelibs/kdecore/kdebug.areas. Debug areas make it possible to turn off or on the debug output for specific area numbers, using the kdebugdialog program, which is part of kdebase. kdebugdialog --fullmode also permits to control where to log debug output. It is usually not necessary to register area numbers for standalone applications, unless it's so complex that you want to divide the output into several areas.

It is possible to omit the debug area number when calling kDebug by adding the following code to your top-level CMakeLists.txt:

To make it clear: do NOT use qDebug(), this one does not get disabled at releases. Also avoid using assert() or kFatal() which lead to a crash when something goes wrong and that is not a nice experience for the user. Better detect the error, output a kWarning() or kError(), and recover if possible.

To get timestamps with your debug output, which are useful for debugging multi-threaded, networked and asynchronous operations, export KDE_DEBUG_TIMESTAMP=1 before running your app. Since KDE SC 4.5.